Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.095 +0.01 Show Price Chart 99.09 99.105 99.075 328,819
10-Year T-Note Futures ZNZ6 DEC 2016 DEC 2016 131'185 +0'015 Show Price Chart 131'165 131'200 131'105 677,451
Ultra 10-Year U.S. Treasury Note Futures TNZ6 DEC 2016 DEC 2016 144'300 +0'040 Show Price Chart 144'260 144'310 144'170 33,776
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.605 -0.005 Show Price Chart 99.61 99.61 99.605 7,586
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 101'180 +0'020 Show Price Chart 101'135 101'185 101'135 723
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 102'280 +0'035 Show Price Chart 102'180 102'285 102'180 311
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.095 +0.01 Show Price Chart 99.09 99.105 99.075 328,819
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.065 +0.01 Show Price Chart 99.055 99.07 99.04 163,863
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.03 +0.01 Show Price Chart 99.025 99.035 99.005 139,957
Eurodollar Futures GEU7 SEP 2017 SEP 2017 99.00 +0.01 Show Price Chart 98.985 99.005 98.975 119,613
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.96 +0.01 Show Price Chart 98.95 98.965 98.935 212,283
Eurodollar Futures GEH8 MAR 2018 MAR 2018 98.94 +0.01 Show Price Chart 98.93 98.95 98.915 116,241
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.91 +0.005 Show Price Chart 98.905 98.92 98.885 95,874
Eurodollar Futures GEU8 SEP 2018 SEP 2018 98.88 +0.005 Show Price Chart 98.87 98.89 98.855 73,389
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.605 -0.005 Show Price Chart 99.61 99.61 99.605 7,586
2-Year Eurodollar Bundle Futures BU2Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTZ6 DEC 2016 DEC 2016 109'090 -0'002 Show Price Chart 109'092 109'100 109'082 203,752
5-Year T-Note Futures ZFZ6 DEC 2016 DEC 2016 121'237 +0'012 Show Price Chart 121'225 121'252 121'192 306,708
10-Year T-Note Futures ZNZ6 DEC 2016 DEC 2016 131'185 +0'015 Show Price Chart 131'165 131'200 131'105 677,451
Ultra 10-Year U.S. Treasury Note Futures TNZ6 DEC 2016 DEC 2016 144'300 +0'040 Show Price Chart 144'260 144'310 144'170 33,776
Ultra U.S. Treasury Bond Futures UBZ6 DEC 2016 DEC 2016 186'04 +0'14 Show Price Chart 185'24 186'05 185'02 41,541
U.S. Treasury Bond Futures ZBZ6 DEC 2016 DEC 2016 169'29 +0'15 Show Price Chart 169'17 169'30 169'00 128,276

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD MAC Swap Futures T1UZ6 DEC 2016 100'137 0 Show Price Chart 100'137 100'137 100'137 1
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 101'180 +0'020 Show Price Chart 101'135 101'185 101'135 723
7-Year USD MAC Swap Futures S1UZ6 DEC 2016 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 102'280 +0'035 Show Price Chart 102'180 102'285 102'180 311
20-Year USD MAC Swap Futures E1UZ6 DEC 2016 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UZ6 DEC 2016 111'21 -0'04 Show Price Chart 111'09 111'21 111'09 33
2-Year Euro MAC Swap Futures T1EZ6 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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